residual effects
残差处理效应 residual treatment effect
·2,447,543篇论文数据,部分数据来源于NoteExpress
通过ARCH LM检验认为BD I对数序列存在高阶ARCH效应,并用GARCH(1,1)模型消除残差序列的条件异方差性。
High-level ARCH effect is certification in the BDI logarithm process by ARCH LM test, GARCH(1,1)model is used to eliminate the conditional heteroscedasticity.
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